forecasting

Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (ESCoE DP 2019-07)

By: Deborah Gefang, Gary Koop, Aubrey Poon

21 March 2019

Variational Bayesian Inference in Large Vector Autoregressions with Hierarchical Shrinkage (ESCoE DP 2019-07)

Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (ESCoE DP 2020-07)

By: Deborah Gefang, Gary Koop, Aubrey Poon

20 May 2020

Computationally Efficient Inference in Large Bayesian Mixed Frequency VARs (ESCoE DP 2020-07)

Evaluating a new earnings indicator. Can we improve the timeliness of existing statistics on earnings by using salary information from online job adverts? (ESCoE DP 2020-19)

By: Jyldyz Djumalieva, Stef Garasto, Cath Sleeman

15 December 2020

Evaluating a new earnings indicator. Can we improve the timeliness of existing statistics on earnings by using salary information from online job adverts? (ESCoE DP 2020-19)

Do Well Managed Firms Make Better Forecasts? (ESCoE DP 2021-18)

By: Nicholas Bloom, Takafumi Kawakubo, Charlotte Chunming Meng, Paul Mizen, Rebecca Riley, Tatsuro Senga, John Van Reenen

21 December 2021

Do Well Managed Firms Make Better Forecasts? (ESCoE DP 2021-18)